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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes ... modeling;Scenario generation;Sensitivity testing;Valuation actuary 6442478558 9/1/2017 12:00:00 AM ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform
opinions expressed herein are those of the individual authors and are not necessarily those of the ... critical path of the process—especially for valuation processes. In such cases, run time is a material ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
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Reinsurance News, August 2014, Issue 79
Survey are now available. The survey captures individual and group life data from U.S. and Canadian life ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Society of Actuaries
- Date: Aug 2014
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills; Leadership>Influence; Leadership>Mentoring; Leadership>Thought leadership; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Reinsurance News
- Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development; Demography>Longevity; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension legislation and regulation; Public Policy; Reinsurance>Life reinsurance; Reinsurance>General reinsurance
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Real-world interest rate models in a low interest rate environment
policies issued between 2003 and 2015. The following table sum- marizes the interest rate guarantees by issue ... defined dynamically. • At the June 30, 2015, valuation date, the starting portfolio consists of bonds ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Developing A Stochastic Mortality Framework To Support The Reinsurance Market
to value non-market risks using tra- ditional valuation techniques. Given the advances in recent years ... improvement is not a material risk to term insur- ance. Table 1 presents the distributions that were used for ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Reinsurance; Reinsurance>Stop-loss insurance
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Real-World Interest Rate Models and Current Practices
demanding principle-based views of risk and valuation. Here are some common uses for real-world interest ... reporting - U.S. statutory valuation, Actuarial Guideline (AG) 43—This is a valuation standard for variable ...- Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Modeling of Economic Series Coordinated with Interest Rate Scenarios Project
Modeling of Economic Series Coordinated with Interest Rate Scenarios Project This article discusses ... partnerships and strategic alliances • 2001 CSO table Smaller Insurance Company Symposium - Part II ...- Authors: Steven Siegel
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods>Scenario generation; Technology & Applications>Software
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Modeler Q&A with David Yu
Modeler Q&A with David Yu Modeling experience sharing by David Yu who leads the retirement ... products. The annuity module is designed for an individual annuity, and it may not be equipped to model ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Impact of Terrorism on Future Mortality Assumptions
Impact of Terrorism on Future Mortality Assumptions Presented at May 2002 Spring Meeting. Presenters ... remember we had the As and the Bs. These are individual events. What we're looking for, and the more ...- Authors: Mark C Rowley, Peter C Bishop
- Date: May 2002
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation
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The Actuary of 2010
The Actuary of 2010 Presented at June 2002 Spring Meeting. A noted expert with a degree from the ... do? How much do you know? How much does the individual have to give away? How much does an insurance ...- Authors: Dorn Swerdlin, Ken Hamik
- Date: Jun 2002
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Competencies; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation